stocksharp.strategies.0239_williams_r_mean_reversion 5.0.0

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There is a newer version of this package available.
See the version list below for details. 
dotnet add package stocksharp.strategies.0239_williams_r_mean_reversion --version 5.0.0
                    


                    

                
NuGet\Install-Package stocksharp.strategies.0239_williams_r_mean_reversion -Version 5.0.0
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package. 
<PackageReference Include="stocksharp.strategies.0239_williams_r_mean_reversion" Version="5.0.0" />
For projects that support PackageReference, copy this XML node into the project file to reference the package. 
<PackageVersion Include="stocksharp.strategies.0239_williams_r_mean_reversion" Version="5.0.0" />
                    


                            Directory.Packages.props
                        

                    

                
<PackageReference Include="stocksharp.strategies.0239_williams_r_mean_reversion" />
                    


                            Project file
For projects that support Central Package Management (CPM), copy this XML node into the solution Directory.Packages.props file to version the package. 
paket add stocksharp.strategies.0239_williams_r_mean_reversion --version 5.0.0
                    


                    

                
#r "nuget: stocksharp.strategies.0239_williams_r_mean_reversion, 5.0.0"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package. 
#:package stocksharp.strategies.0239_williams_r_mean_reversion@5.0.0
#:package directive can be used in C# file-based apps starting in .NET 10 preview 4. Copy this into a .cs file before any lines of code to reference the package. 
#addin nuget:?package=stocksharp.strategies.0239_williams_r_mean_reversion&version=5.0.0
                    


                            Install as a Cake Addin
                        

                    

                
#tool nuget:?package=stocksharp.strategies.0239_williams_r_mean_reversion&version=5.0.0
                    


                            Install as a Cake Tool

Williams R Mean Reversion Strategy

Williams %R oscillates between 0 and -100 to show when price closes near the extremes of its recent range. This strategy fades those extremes once the indicator stretches far from its own average.

A long trade triggers when Williams %R falls below the average minus DeviationMultiplier times the standard deviation. A short trade is taken when it rises above the average plus that multiplier. Exits occur when Williams %R moves back toward its average level.

The approach suits traders who rely on momentum exhaustion to time entries. A protective stop-loss limits risk if price keeps moving to new extremes.

Details

  • Entry Criteria:
    • Long: %R < Avg - DeviationMultiplier * StdDev
    • Short: %R > Avg + DeviationMultiplier * StdDev
  • Long/Short: Both sides.
  • Exit Criteria:
    • Long: Exit when %R > Avg
    • Short: Exit when %R < Avg
  • Stops: Yes, percent stop-loss.
  • Default Values:
    • WilliamsRPeriod = 14
    • AveragePeriod = 20
    • DeviationMultiplier = 2m
    • CandleType = TimeSpan.FromMinutes(5)
  • Filters:
    • Category: Mean Reversion
    • Direction: Both
    • Indicators: Williams %R
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Intraday
    • Seasonality: No
    • Neural networks: No
    • Divergence: No
    • Risk Level: Medium
There are no supported framework assets in this package.

Learn more about Target Frameworks and .NET Standard.

This package has no dependencies.

NuGet packages

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Version Downloads Last Updated
5.0.2 262 8/7/2025
5.0.1 367 7/20/2025
5.0.0 130 7/11/2025